I assume that you mean that your array is two-dimensional. First of all it is a bad idea to use a multidimensional array for that type of data. If each "column" means something completely different then you should not use multidimensional array, but rather a Datatable or a one dimensional array of objects with a property that corresponds to each column.
Further, it's not possible to display a multidimensional array in a DataGrid or, seeing that you're using VB 2005, a DataGridView. The object you bind to the grid must have a property descriptor for each column to be displayed. A DataTable has a property descriptor for each column. Given that a multidimensional array doesn't have true columns it does not have property descriptors. You would need to define a class or structure that has a property for each of your columns. You can then create a one-dimensional array of those objects, which will then have a property descriptor for each property. The grid will then create a column for each property.
If you are determined to stick with a multidimensional array then your only option is to use an unbound grid and insert the data manually into each cell.
